+450.3%
SPMO vs ACGL
+332.3%
+117.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -14.1% | +13.1% | -27.2% | -17.6% |
| 3M | -13.1% | +9.8% | -22.9% | -16.0% |
| 6M | -9.4% | +15.3% | -24.7% | -14.6% |
| YTD | +9.5% | +12.7% | -3.2% | +3.5% |
| 1Y | +10.5% | +20.7% | -10.2% | +1.8% |
| 3Y | +124.4% | +34.3% | +90.1% | +93.8% |
| 5Y | +110.5% | +170.6% | -60.1% | +33.4% |
| 10Y | +450.3% | +330.6% | +119.7% | +185.9% |
| All | +450.3% | +332.3% | +117.9% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling